+63.3%
SLB vs EWZ
+54.3%
+9.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.2% |
| 7D | -7.1% | -1.5% | -5.6% | -6.5% |
| 30D | +4.1% | -24.5% | +28.6% | +16.7% |
| 3M | -2.6% | -10.7% | +8.1% | -0.4% |
| 6M | -8.6% | -19.1% | +10.5% | -1.7% |
| YTD | +32.2% | +1.6% | +30.6% | +25.5% |
| 1Y | +40.7% | +4.3% | +36.4% | +31.3% |
| 3Y | -4.5% | +19.0% | -23.5% | -18.3% |
| All | +63.3% | +54.3% | +9.0% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EWZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling